feat: 温区数据定时预计算——1m/6m/1y切窗由regime_perf_by_period每天生成+server直读(不再回退1y)

deploy/profile-scripts/regime_perf_by_period.py

@@ -109,6 +109,71 @@ def regime_days_in_window(conn, market, d_min, d_max):
     return {r[0]: r[1] for r in rows}, total
 
 
+# ── 2026-08-18 切窗周期(1m/6m/1y)：从最长周期 trades 切窗→温区聚合 ──
+# 老莫：1m/6m/1y温区数据须有真实差异 + 每天定时刷新（server只读表,快且新）
+SLICE_DAYS_2 = {'1m': 30, '6m': 185, '1y': 365}
+
+
+def process_slice_period(conn, market, period_tag):
+    """对切窗周期：所有策略从最长周期trades切出窗口算温区表现，写表"""
+    days = SLICE_DAYS_2.get(period_tag)
+    if not days:
+        return 0
+    from datetime import timedelta
+    rmap = dict(conn.execute(
+        "SELECT date, regime FROM market_regime WHERE market=?", (market,)).fetchall())
+    if not rmap:
+        return 0
+    ver_rows = conn.execute(
+        "SELECT DISTINCT version FROM strategy_research WHERE COALESCE(market,'a')=?",
+        (market,)).fetchall()
+    written = 0
+    now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+    for (v,) in ver_rows:
+        # 最长周期 trades
+        rr = conn.execute(
+            "SELECT results_json FROM strategy_research WHERE COALESCE(market,'a')=? AND version=? "
+            "ORDER BY CASE COALESCE(period_tag,'2y') WHEN '10y' THEN 3 WHEN '5y' THEN 2 ELSE 1 END DESC, id DESC LIMIT 1",
+            (market, v)).fetchone()
+        if not rr or not rr[0]:
+            continue
+        try:
+            trades = json.loads(rr[0]).get("trades", [])
+        except Exception:
+            continue
+        if not trades:
+            continue
+        max_date = max(t.get('entry_date', '') for t in trades)
+        cutoff = (datetime.strptime(max_date, '%Y-%m-%d') - timedelta(days=days)).strftime('%Y-%m-%d')
+        sliced = [t for t in trades if t.get('entry_date', '') >= cutoff]
+        if not sliced:
+            continue
+        by_regime = defaultdict(list)
+        for t in sliced:
+            ed = t.get("entry_date", "")
+            if ed in rmap:
+                by_regime[rmap[ed]].append(t)
+        for reg, reg_trades in by_regime.items():
+            if not reg_trades:
+                continue
+            wins = sum(1 for t in reg_trades if (t.get('profit_pct') or 0) > 0)
+            pnl = sum(t.get('profit_pct') or 0 for t in reg_trades)
+            hold = sum(t.get('hold_days') or 0 for t in reg_trades)
+            n = len(reg_trades)
+            conn.execute(
+                "INSERT OR REPLACE INTO strategy_regime_perf_by_period "
+                "(strategy, market, regime, period_tag, trades, win_rate, avg_pnl, avg_hold_days, "
+                "total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final, positions_taken, "
+                "sharpe_ratio, profit_factor, universality_months, universality_years, "
+                "universality_valid_years, universality_score, universality_leave1, updated_at) "
+                "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+                (v, market, reg, period_tag, n, round(wins / n * 100, 1), round(pnl / n, 2),
+                 round(hold / n, 1), round(pnl, 1), None, None, 0, n, None, None,
+                 0, 0, 0, 0, 0, now))
+            written += 1
+    return written
+
+
 def process_period(conn, market, period_tag):
     """处理单个周期：所有策略的温区表现，写入 strategy_regime_perf_by_period"""
     # 温区映射
@@ -220,7 +285,10 @@ def main():
     conn.execute("DELETE FROM strategy_regime_perf_by_period WHERE market=?", (market,))
     total = 0
     for pt in periods:
-        n = process_period(conn, market, pt)
+        if pt in SLICE_DAYS_2:
+            n = process_slice_period(conn, market, pt)
+        else:
+            n = process_period(conn, market, pt)
         print(f"[{market}][{pt}] 写入 {n} 条", flush=True)
         total += n
     conn.commit()